+197.4%
PDD vs ALL
+234.5%
-37.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | -1.0% | -0.1% | -0.8% | -1.0% |
| 30D | -2.4% | +13.8% | -16.2% | -3.8% |
| 3M | -14.6% | -2.8% | -11.9% | -14.4% |
| 6M | -19.6% | +23.7% | -43.3% | -21.6% |
| YTD | -30.0% | +27.3% | -57.3% | -32.0% |
| 1Y | -42.5% | +30.5% | -73.1% | -44.4% |
| 3Y | -27.2% | +113.0% | -140.2% | -35.3% |
| 5Y | -8.2% | +157.6% | -165.8% | -22.6% |
| All | +197.4% | +234.5% | -37.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling